+433.3%
META vs AG
+72.5%
+360.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.9% |
| 7D | -0.2% | -4.0% | +3.8% | +0.2% |
| 30D | -15.4% | -13.1% | -2.3% | -14.4% |
| 3M | +5.0% | -22.0% | +27.1% | +7.0% |
| 6M | +5.2% | -37.3% | +42.4% | +8.6% |
| YTD | -4.5% | -11.2% | +6.7% | -5.2% |
| 1Y | +0.6% | +23.9% | -23.3% | -3.2% |
| 3Y | +93.1% | +225.1% | -132.1% | +64.9% |
| 5Y | +93.7% | +7.7% | +85.9% | +76.7% |
| 10Y | +433.3% | +86.9% | +346.5% | +351.2% |
| All | +433.3% | +72.5% | +360.9% | +351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling